+3,676.0%
STX vs ESI
+307.6%
+3,368.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.2% |
| 7D | +10.7% | +5.4% | +5.4% | +7.9% |
| 30D | +11.3% | -4.2% | +15.5% | +14.1% |
| 3M | +3.2% | -9.6% | +12.8% | +9.8% |
| 6M | +157.0% | +18.3% | +138.7% | +141.3% |
| YTD | +229.2% | +45.8% | +183.4% | +179.5% |
| 1Y | +381.8% | +39.2% | +342.7% | +317.5% |
| 3Y | +1,383.2% | +86.3% | +1,296.9% | +1,009.4% |
| 5Y | +1,144.9% | +76.2% | +1,068.7% | +841.9% |
| 10Y | +3,676.0% | +306.8% | +3,369.3% | +1,881.0% |
| All | +3,676.0% | +307.6% | +3,368.4% | +1,881.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling